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| Panel Data Analysis× | Arellano-Bond GMM novērtētājs× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 1966–1978 | 1991 |
| Autors≠ | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) | Manuel Arellano and Stephen Bond |
| Tips≠ | Panel regression framework | GMM estimator for dynamic panel data |
| Pirmavots≠ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗ |
| Citi nosaukumi | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis | AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator |
| Saistītās | 5 | 5 |
| Kopsavilkums≠ | Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test. | The Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous. |
| ScholarGateDatu kopa ↗ |
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